Pages that link to "Item:Q3197164"
From MaRDI portal
The following pages link to STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164):
Displaying 8 items.
- Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient (Q505314) (← links)
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- Least absolute deviation estimation of stationary time series models (Q2367373) (← links)
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
- The consistency of the L<sub>1</sub>norm estimates in arma models (Q4275818) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
